+4,577.2%
CNC vs JBHT
+7,224.7%
-2,647.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -2.4% |
| 7D | +3.5% | +4.9% | -1.3% | +1.8% |
| 30D | +0.1% | +0.6% | -0.5% | -0.4% |
| 3M | +6.9% | -3.2% | +10.1% | +7.4% |
| 6M | +49.0% | +17.0% | +32.1% | +39.8% |
| YTD | +62.9% | +41.7% | +21.3% | +43.0% |
| 1Y | +134.0% | +90.0% | +44.0% | +84.3% |
| 3Y | +9.4% | +47.0% | -37.6% | -9.3% |
| 5Y | +4.1% | +58.3% | -54.2% | -18.4% |
| 10Y | +95.4% | +273.9% | -178.5% | +9.4% |
| All | +4,577.2% | +7,224.7% | -2,647.5% | +1,076.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling